C# Класс QLNet.YoYInflationTermStructure

Base class for year-on-year inflation term structures.
Наследование: QLNet.InflationTermStructure
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Открытые методы

Метод Описание
YoYInflationTermStructure ( ) : System.Collections.Generic
YoYInflationTermStructure ( QLNet.Date referenceDate, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period lag, Frequency frequency, bool indexIsInterpolated, Handle yieldTS ) : System.Collections.Generic
YoYInflationTermStructure ( QLNet.Date referenceDate, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle yTS, Seasonality seasonality ) : System.Collections.Generic
YoYInflationTermStructure ( DayCounter dayCounter, double baseYoYRate, Period lag, Frequency frequency, bool indexIsInterpolated, Handle yieldTS ) : System.Collections.Generic
YoYInflationTermStructure ( DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle yTS, Seasonality seasonality ) : System.Collections.Generic
YoYInflationTermStructure ( int settlementDays, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period lag, Frequency frequency, bool indexIsInterpolated, Handle yieldTS ) : System.Collections.Generic
YoYInflationTermStructure ( int settlementDays, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle yTS, Seasonality seasonality ) : System.Collections.Generic
yoyRate ( QLNet.Date d ) : double
yoyRate ( QLNet.Date d, Period instObsLag ) : double
yoyRate ( QLNet.Date d, Period instObsLag, bool forceLinearInterpolation ) : double
yoyRate ( QLNet.Date d, Period instObsLag, bool forceLinearInterpolation, bool extrapolate ) : double

Защищенные методы

Метод Описание
yoyRateImpl ( double time ) : double

Описание методов

YoYInflationTermStructure() публичный Метод

public YoYInflationTermStructure ( ) : System.Collections.Generic
Результат System.Collections.Generic

YoYInflationTermStructure() публичный Метод

public YoYInflationTermStructure ( QLNet.Date referenceDate, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period lag, Frequency frequency, bool indexIsInterpolated, Handle yieldTS ) : System.Collections.Generic
referenceDate QLNet.Date
calendar QLNet.Calendar
dayCounter DayCounter
baseYoYRate double
lag Period
frequency Frequency
indexIsInterpolated bool
yieldTS Handle
Результат System.Collections.Generic

YoYInflationTermStructure() публичный Метод

public YoYInflationTermStructure ( QLNet.Date referenceDate, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle yTS, Seasonality seasonality ) : System.Collections.Generic
referenceDate QLNet.Date
calendar QLNet.Calendar
dayCounter DayCounter
baseYoYRate double
observationLag Period
frequency Frequency
indexIsInterpolated bool
yTS Handle
seasonality Seasonality
Результат System.Collections.Generic

YoYInflationTermStructure() публичный Метод

public YoYInflationTermStructure ( DayCounter dayCounter, double baseYoYRate, Period lag, Frequency frequency, bool indexIsInterpolated, Handle yieldTS ) : System.Collections.Generic
dayCounter DayCounter
baseYoYRate double
lag Period
frequency Frequency
indexIsInterpolated bool
yieldTS Handle
Результат System.Collections.Generic

YoYInflationTermStructure() публичный Метод

public YoYInflationTermStructure ( DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle yTS, Seasonality seasonality ) : System.Collections.Generic
dayCounter DayCounter
baseYoYRate double
observationLag Period
frequency Frequency
indexIsInterpolated bool
yTS Handle
seasonality Seasonality
Результат System.Collections.Generic

YoYInflationTermStructure() публичный Метод

public YoYInflationTermStructure ( int settlementDays, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period lag, Frequency frequency, bool indexIsInterpolated, Handle yieldTS ) : System.Collections.Generic
settlementDays int
calendar QLNet.Calendar
dayCounter DayCounter
baseYoYRate double
lag Period
frequency Frequency
indexIsInterpolated bool
yieldTS Handle
Результат System.Collections.Generic

YoYInflationTermStructure() публичный Метод

public YoYInflationTermStructure ( int settlementDays, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle yTS, Seasonality seasonality ) : System.Collections.Generic
settlementDays int
calendar QLNet.Calendar
dayCounter DayCounter
baseYoYRate double
observationLag Period
frequency Frequency
indexIsInterpolated bool
yTS Handle
seasonality Seasonality
Результат System.Collections.Generic

yoyRate() публичный Метод

public yoyRate ( QLNet.Date d ) : double
d QLNet.Date
Результат double

yoyRate() публичный Метод

public yoyRate ( QLNet.Date d, Period instObsLag ) : double
d QLNet.Date
instObsLag Period
Результат double

yoyRate() публичный Метод

public yoyRate ( QLNet.Date d, Period instObsLag, bool forceLinearInterpolation ) : double
d QLNet.Date
instObsLag Period
forceLinearInterpolation bool
Результат double

yoyRate() публичный Метод

public yoyRate ( QLNet.Date d, Period instObsLag, bool forceLinearInterpolation, bool extrapolate ) : double
d QLNet.Date
instObsLag Period
forceLinearInterpolation bool
extrapolate bool
Результат double

yoyRateImpl() защищенный Метод

protected yoyRateImpl ( double time ) : double
time double
Результат double